Title of Document: A SYSTEMATIC INVESTIGATION OF WITHIN-SUBJECT AND BETWEENSUBJECT COVARIANCE STRUCTURES IN GROWTH MIXTURE MODELS Junhui Liu, Doctor of Philosophy, 2012 Directed By: Dr. Jeffrey R. Harring, Department of Human Development and Quantitative Methodology The current study investigated how between-subject and within-subject variance-covariance structures affected the detection of a f...

In this paper, a multivariate fundamental skew probit (MFSP) model is used to model correlated ordinal responses which are constructed from the multivariate fundamental skew normal (MFSN) distribution originate to the greater flexibility of MFSN. To achieve an appropriate VC structure for reaching reliable statistical inferences, many types of variance covariance (VC) structures are considered ...

We simulate forecast errors with different variance-covariance structures based on macroeconomic data. The simulations are used to compare the performance of different forecast combining techniques.

The objective of this study was to compare test-day (TD) models with autoregressive covariance structures for the estimation of genetic and environmental components of variance for milk, fat and protein yields, and somatic cell score (SCS) in Holstein cows. Four models were compared: model I (CS model) was a simple TD repeatability animal model with compound symmetry covariance structure for en...

Advanced variance-covariance structures are commonly used in genetic evaluation of crops to account for micro-site variability and achieve higher accuracy of predictions to increase selection efficiency. Various genetic variance-covariance structures were explored to predict best linear unbiased genetic merits of 453 loblolly pine (Pinus taeda L.) cloned progeny tested at 16 different locations...

In this section, we motivate the construction of variance and covariance processes for continuous local martingales, which is crucial in the construction of stochastic integrals w.r.t. continuous local martingales as we shall see. In this section, unless otherwise specified, we fix a Brownian motion Bt and a filtration {Ft} such that: 1. For each t, Bt is Ft-measurable. 2. For and s ≤ t, the ra...